Some furnaces provide their own combustion air with dedicated duct to the outdoors. Others get their air locally. Your answer is yes, you need to make a plan to provide draft air for your furnace. You can not seal the area around a furnace that gets its draft locally. If you do seal off an existing furnace like that you can install an interlocked device to provide combustion air.

Something like this :http://www.hoyme.com/

Higher efficiency furnaces tend to get their air from their duct while lower efficiency tends to go with local air supply. The former cost more, but will pay back the investment with lower fuel usage. It may not pay to do that unless you live in a predominantly heating environment.

I live where cooling is most important and heat does not cost much. In my case, when sealing the attic, I would have stuck with the low efficiency furnace and added the indicated vent, but I went with heat pumps instead.